+21.5%
ADM vs PSKY
-21.8%
+43.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +2.7% |
| 7D | +1.4% | -6.8% | +8.2% | +1.7% |
| 30D | +8.2% | +10.2% | -2.0% | +7.6% |
| 3M | +8.7% | +0.3% | +8.4% | +8.6% |
| 6M | +29.1% | -7.8% | +36.8% | +29.3% |
| YTD | +53.7% | -23.0% | +76.6% | +55.6% |
| 1Y | +43.2% | -31.6% | +74.9% | +45.8% |
| All | +21.5% | -21.8% | +43.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling